MXNTiie Class Reference

MXN-TIIE index. More...

#include <qle/indexes/ibor/mxntiie.hpp>

Inheritance diagram for MXNTiie:

Collaboration diagram for MXNTiie:

Public Member Functions
	MXNTiie (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

MXN-TIIE index.

MXN-TIIE rate published by Banco de Mexico.

See http://www.banxico.org.mx/indexEn.html.

Remarks

Using Mexico calendar, should be Mexico City.

Warning:

Check roll convention and EOM.

    \ingroup indexes

Definition at line 46 of file mxntiie.hpp.

Constructor & Destructor Documentation

MXNTiie()

MXNTiie	(	const Period &	tenor,
		const Handle< YieldTermStructure > &	h = Handle<YieldTermStructure>()
	)

Definition at line 48 of file mxntiie.hpp.

        : IborIndex("MXN-TIIE", tenor, 1, MXNCurrency(), Mexico(), Following, false, Actual360(), h) {}